QUESTION 10 An investor invests 60% of his wealth in a risky asset with an expected rate of return of 0.15 and a variance of 0.22 and 40% in a T-bill that pays 6%. What is his portfolio's expected return? O a. 0.1140 b. 0.1240 O c. 0.096 d. 0.1780 QUESTION 11 You invest $100 in a risky asset with an expected rate of return of 0.11 and a standard deviation of 0.5 and a T-bill with a rate of return of 0.03. What percentages of your money must be invested in the risky asset to form a portfolio with a standard deviation of 0.36? O a. 51.84% b. 28.00% O c. 50.00% O d. 72.00%